Markov chain Monte Carlo based on deterministic transformations

DOI10.1016/j.stamet.2013.08.006zbMath1486.62004arXiv1106.5850OpenAlexW3099691892MaRDI QIDQ1731164

Somak Dutta, Sourabh Bhattacharya

Publication date: 13 March 2019

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.5850

zbMATH Keywords

JacobiangeostatisticsMetropolis-Hastings algorithmhigh dimensioninverse transformationmixture proposal

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Computational methods for problems pertaining to statistics (62-08) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Geostatistics (86A32)

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